Fundamental Review of Trading Book (FRTB)

Financial and technological advisory and implementation services for the design, definition and implementation of the new market risk-related capital requirements defined in FRTB by the Basel Committee in Financial Institutions.

Advisory for a Tier I Financial Institution in the interpretation, design, definition, and implementation of the whole process for the FRTB measures on a daily basis. The Tier I Financial Institution was able to provide daily measures, for the IMA approach, since 2017.